But perhaps one of the largest multi book stories is that of Barenziah, Dark Elf Queen of Wayrest and Queen Mother of Morrowind.
Through The Biography of Queen Barenziah, and the multi-volume The Real Barenziah, we learn that Barenziah was fostered out to Skyrim as a child, until a time Tiber Septim believed it was safe for her to be returned to Morrowind.
She stayed in a place called 'Darkmoor,' with a Count Sven Advensen, his Wife and Children. It's described as being in central Skyrim, with Whiterun as the nearest City. But in The Real Barenziah it is described as having had a 'Castle Darkmoor' with sub-basemants. So it must have been in some way noticable on the landscape.
Obviously, though, there is NO Darkmoor in TES V: Skyrim.

A fair amount of time has passed since that era, but you would expect a township large enough to have had a castle might still have some kind of physical husk on the landscape, at least hinting at its past. But where do you reckon it logically could have been?